Abstract
A parametric robust test is proposed for comparing several coefficients of variation. This test is derived by properly correcting the normal likelihood function according to the technique suggested by Royall and Tsou. The proposed test statistic is asymptotically valid for general random variables, as long as their underlying distributions have finite fourth moments.
Simulation studies and real data analyses are provided to demonstrate the effectiveness of the novel robust procedure.
Mathematics Subject Classification:
Acknowledgments
This work is supported by grant NSC 96-2628-M-008-007-MY2 of National Science Council, and National Central University-Cathay General Hospital Joint Research grant 96CGH-NCU-A1, Taiwan, R.O.C.